University of Copenhagen. Department of Economics. Finance Research Unit / FRU Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 0 0 0 0.16 2000 0.37 0 0 0 0.19 2001 0.37 0 0 0 0.18 2002 0.4 0 0 0 0.19 2003 0.41 2 0 0 0 0.2 2004 0.46 11 5 2 0 0.22 2005 0.47 7 0 13 0 0.27 2006 0.06 0.5 6 1 18 1 0 0.27 2007 0.43 1 0 13 0 0.22 2008 0.41 2 2 7 0 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:kud:kuiefr:200406 Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery (2004).
Cited: 2 times.

(2) RePEc:kud:kuiefr:200801 Price Adjustment to News with Uncertain Precision (2008).
Cited: 2 times.

(3) RePEc:kud:kuiefr:200412 The Timing of Bets and the Favorite-Longshot Bias (2004).
Cited: 2 times.

(4) RePEc:kud:kuiefr:200403 A Continuous-Time Measurement of the Buy-Sell Pressure in a Limit Order Book Market (2004).
Cited: 1 times.

(5) RePEc:kud:kuiefr:200606 Testing the Conditional Mean Function of Autoregressive Conditional Duration Models (2006).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

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Source data used to compute the impact factor of RePEc series.